+190.4%
ETN vs VTRS
+47.1%
+143.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.8% |
| 7D | +3.5% | -2.2% | +5.7% | +4.0% |
| 30D | -7.5% | +3.3% | -10.8% | -8.1% |
| 3M | +8.3% | +2.0% | +6.3% | +7.4% |
| 6M | +20.2% | +19.9% | +0.2% | +14.5% |
| YTD | +34.7% | +35.7% | -1.1% | +24.7% |
| 1Y | +19.4% | +68.1% | -48.6% | +5.2% |
| 3Y | +85.5% | +87.1% | -1.6% | +53.3% |
| All | +190.4% | +47.1% | +143.3% | +140.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VTRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling